Add a .htaccess file to the root directory of phpMyAdmin and paste the lines below:

Options +FollowSymLinks
RewriteEngine On
RewriteCond %{HTTPS} off
RewriteRule (.*) https://%{HTTP_HOST}%{REQUEST_URI}

UPDATE(02Feb2014): This can now be done by just editing config.inc.php on the phpMyAdmin root directory and adding the line below:

$cfg['ForceSSL'] = true;